+170.3%
CTVA vs EOSE
-58.6%
+228.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.1% | -1.2% |
| 7D | -5.8% | +15.0% | -20.8% | -6.3% |
| 30D | +11.1% | +2.5% | +8.6% | +10.8% |
| 3M | +13.2% | -33.7% | +46.9% | +14.2% |
| 6M | +8.7% | -32.7% | +41.5% | +9.0% |
| YTD | +27.3% | -63.8% | +91.1% | +29.5% |
| 1Y | +18.0% | -40.5% | +58.5% | +17.0% |
| 3Y | +76.5% | +50.4% | +26.1% | +61.2% |
| 5Y | +105.1% | -68.6% | +173.7% | +84.6% |
| All | +170.3% | -58.6% | +228.9% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling